The question was just a penetration comparison, but:
I believe that the .45 earned its place on the roster in the Philippines. The Huks (sp) we were fighting got high before going into battle, and just putting a few holes in them didn't even slow them down much, and they probably didn't even know or care that they were hit. The .45 in COM would knock them down, backwards in fact, and their CV system was done, and so were they -- never to get up again.
I wouldn't be surprised if Browning got a request for something that would put anybody down in close quarters combat, and he came up with the .45. That was its intended purpose, and it's performed it admirably for over a century.
I would rather have a .45 in a dependable, designed from the ground up for the .45 cartridge, small CCW than a 9mm, but such a critter doesn't exist, IMO. Yes, I know about the Taurus PT-145, but it's a rechambered .40 S&W, itself a rechambered 9mm. Until then, I'd rather have a 10+1 9mm that stays together like a Kel-Tec P11.